Author Page for Alberto Plazzi

Valuation in the Us Commercial Real Estate

Number of pages: 37 Posted: 16 Oct 2006

Eric Ghysels, Rossen I. Valkanov and Alberto Plazzi

University of North Carolina Kenan-Flagler Business School, University of California, San Diego (UCSD) - Rady School of Management and Swiss Finance Institute

Downloads 1,496 (13,361)

Citation 1

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2.

Forecasting Real Estate Prices

Handbook of Economic Forecasting: Vol II, G. Elliott and A. Timmermann, eds., Elsevier, 2012

Number of pages: 91 Posted: 21 Apr 2013

Eric Ghysels, Alberto Plazzi, Walter N. Torous and Rossen I. Valkanov

University of North Carolina Kenan-Flagler Business School, Swiss Finance Institute, Massachusetts Institute of Technology and University of California, San Diego (UCSD) - Rady School of Management

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Citation 6

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3.

Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry

Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 11-06

Number of pages: 61 Posted: 14 Feb 2011 Last Revised: 11 Apr 2016

Eric Ghysels, Alberto Plazzi and Rossen I. Valkanov

University of North Carolina Kenan-Flagler Business School, Swiss Finance Institute and University of California, San Diego (UCSD) - Rady School of Management

Downloads 1,144 (20,140)

Citation 35

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4.

Expected Returns and the Expected Growth in Rents of Commercial Real Estate

EFA 2007 Ljubljana Meetings Paper, EFA 2005 Moscow Meetings Paper, AFA 2007 Chicago Meetings Paper

Number of pages: 62 Posted: 25 Jul 2005 Last Revised: 10 Oct 2016

Walter N. Torous, Rossen I. Valkanov and Alberto Plazzi

Massachusetts Institute of Technology, University of California, San Diego (UCSD) - Rady School of Management and Swiss Finance Institute

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Citation 10

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5.

Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation

Swiss Finance Institute Research Paper No. 17-53

Number of pages: 59 Posted: 18 Oct 2013 Last Revised: 04 Mar 2018

Priyank Gandhi, Benjamin Golez, Jens Carsten Jackwerth and Alberto Plazzi

Rutgers Business School, Newark and New Brunswick, University of Notre Dame, University of Konstanz - Department of Economics and Swiss Finance Institute

Downloads 679 (42,108)

Citation 9

Abstract:

6.

What Constrains Liquidity Provision? Evidence From Institutional Trades

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Citation 10

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What Constrains Liquidity Provision? Evidence From Institutional Trades

Systemic Risk: Liquidity Risk, Governance and Financial Stability, 2013, Swiss Finance Institute Research Paper No. 13-10, Forthcoming in Review of Finance

Number of pages: 46 Posted: 26 Mar 2013 Last Revised: 30 Jun 2020

Efe Çötelioğlu, Francesco A. Franzoni and Alberto Plazzi

Swiss Finance Institute, USI Lugano and Swiss Finance Institute

Downloads 564 (53,003)

Citation 10

Abstract:

What Constrains Liquidity Provision? Evidence From Hedge Fund Trades

Number of pages: 45 Posted: 04 Oct 2013 Last Revised: 11 Nov 2014

Francesco A. Franzoni and Alberto Plazzi

USI Lugano and Swiss Finance Institute

Downloads 99 (298,025)

Citation 8

Abstract:

What Constrains Liquidity Provision? Evidence from Hedge Fund Trades

CEPR Discussion Paper No. DP13645

Number of pages: 46 Posted: 09 Apr 2019

Francesco A. Franzoni, Alberto Plazzi and Efe Çötelioğlu

USI Lugano, Swiss Finance Institute and Swiss Finance Institute

Downloads 1 (754,336)

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7.

The Risk-Return Relationship and Financial Crises

Number of pages: 20 Posted: 07 May 2016

Eric Ghysels, Alberto Plazzi and Rossen I. Valkanov

University of North Carolina Kenan-Flagler Business School, Swiss Finance Institute and University of California, San Diego (UCSD) - Rady School of Management

Downloads 618 (47,730)

Citation 20

Abstract:

8.

Multi-Period Forecasts of Volatility: Direct, Iterated, and Mixed-Data Approaches

Downloads 198 ( 48,137)

Citation 7

1

Direct Versus Iterated Multi-Period Volatility Forecasts

Swiss Finance Institute Research Paper No. 19-02 (2019), Kenan Institute of Private Enterprise Research Paper No. 19-7

Number of pages: 37 Posted: 31 Jan 2019 Last Revised: 28 Sep 2019

Eric Ghysels, Alberto Plazzi, Rossen I. Valkanov, Antonio Rubia Serrano and Asad Dossani

University of North Carolina Kenan-Flagler Business School, Swiss Finance Institute, University of California, San Diego (UCSD) - Rady School of Management, University of Alicante, Department of Financial Economics and Colorado State University, Fort Collins - College of Business

Downloads 198 (170,740)

Abstract:

9.

Equity Is Cheap for Large Financial Institutions

Swiss Finance Institute Research Paper No. 16-22, Paris December 2016 Finance Meeting EUROFIDAI - AFFI

Number of pages: 83 Posted: 14 Mar 2016 Last Revised: 31 Jan 2019

Priyank Gandhi, Hanno N. Lustig and Alberto Plazzi

Rutgers Business School, Newark and New Brunswick, Stanford Graduate School of Business and Swiss Finance Institute

Downloads 566 (53,401)

Citation 1

Abstract:

10.

Does Corporate Governance Matter? Evidence from the AGR Governance Rating

Swiss Finance Institute Research Paper No. 16-54

Number of pages: 40 Posted: 09 Sep 2016 Last Revised: 05 Dec 2019

Alberto Plazzi, Walter N. Torous and Umit Yilmaz

Swiss Finance Institute, Massachusetts Institute of Technology and Swiss Finance Institute at the University of Lugano

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Abstract:

11.

The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations

Downloads 340 ( 98,527)

Citation 9

2

The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations

Number of pages: 40 Posted: 19 Nov 2004

Alberto Plazzi, Walter N. Torous and Rossen I. Valkanov

Swiss Finance Institute, Massachusetts Institute of Technology and University of California, San Diego (UCSD) - Rady School of Management

Downloads 336 (99,152)

Abstract:

The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations

Real Estate Economics, Vol. 36, Issue 3, pp. 403-439, Fall 2008

Number of pages: 37 Posted: 04 Aug 2008

Alberto Plazzi, Walter Torous and Rossen I. Valkanov

Swiss Finance Institute, affiliation not provided to SSRN and University of California, San Diego (UCSD) - Rady School of Management

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Citation 1

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12.

Mind the (Convergence) Gap: Bond Predictability Strikes Back!

Swiss Finance Institute Research Paper No. 19-52, Forthcoming in Management Science

Number of pages: 54 Posted: 17 Mar 2012 Last Revised: 17 Aug 2020

Andrea Berardi, Michael Markovich, Alberto Plazzi and Andrea Tamoni

Ca Foscari University of Venice - Dipartimento di Economia, QIO Quantitative Investment Office, Swiss Finance Institute and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick

Downloads 299 (113,481)

Citation 1

Abstract:

13.

Birds of a Feather – Do Hedge Fund Managers Flock Together?

Swiss Finance Institute Research Paper No. 16-10

Number of pages: 40 Posted: 10 Feb 2016 Last Revised: 31 Jul 2020

Marc Gerritzen, Jens Carsten Jackwerth and Alberto Plazzi

Berenberg, University of Konstanz - Department of Economics and Swiss Finance Institute

Downloads 287 (118,527)

Citation 3

Abstract:

14.

Diversification by U.S. Banks: True Safety or a False Sense of Security?

Swiss Finance Institute Research Paper No. 16-43

Number of pages: 52 Posted: 02 Jul 2016 Last Revised: 22 Jul 2017

Priyank Gandhi, Patrick Christian Kiefer and Alberto Plazzi

Rutgers Business School, Newark and New Brunswick, University of California, Los Angeles (UCLA) - Anderson School of Management and Swiss Finance Institute

Downloads 207 (163,794)

Citation 1

Abstract:

15.

Does Monetary Policy Impact International Market Co-Movement?

Downloads 170 (195,648)

2

Does Monetary Policy Impact International Market Co-Movement?

Paris December 2017 Finance Meeting EUROFIDAI - AFFI, Swiss Finance Institute Research Paper No. 17-47

Number of pages: 61 Posted: 29 May 2017 Last Revised: 04 Sep 2020

Massimiliano Caporin, Loriana Pelizzon and Alberto Plazzi

University of Padova - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration and Swiss Finance Institute

Downloads 127 (248,946)

Abstract:

Does Monetary Policy Impact International Market Co-Movements?

SAFE Working Paper No. 276

Number of pages: 61 Posted: 14 May 2020 Last Revised: 08 Sep 2020

Massimiliano Caporin, Loriana Pelizzon and Alberto Plazzi

University of Padova - Department of Statistical Sciences, Goethe University Frankfurt - Faculty of Economics and Business Administration and Swiss Finance Institute

Downloads 43 (465,842)

Abstract:

16.

Inflation Risk Premia, Yield Volatility and Macro Factors

Swiss Finance Institute Research Paper No. 18-13

Number of pages: 51 Posted: 30 Jan 2018 Last Revised: 04 Mar 2018

Andrea Berardi and Alberto Plazzi

Ca Foscari University of Venice - Dipartimento di Economia and Swiss Finance Institute

Downloads 150 (217,500)

Citation 1

Abstract:

17.

Dissecting the Yield Curve: The International Evidence

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC, Swiss Finance Institute Research Paper No. 19-73

Number of pages: 57 Posted: 24 Jun 2019 Last Revised: 05 Oct 2020

Andrea Berardi and Alberto Plazzi

Ca Foscari University of Venice - Dipartimento di Economia and Swiss Finance Institute

Downloads 89 (316,825)

Abstract:

18.

Equity is Cheap for Large Financial Institutions: The International Evidence

NBER Working Paper No. w22355

Number of pages: 79 Posted: 20 Jun 2016

Priyank Gandhi, Hanno N. Lustig and Alberto Plazzi

Rutgers Business School, Newark and New Brunswick, Stanford Graduate School of Business and Swiss Finance Institute

Downloads 23 (557,735)

Citation 1

Abstract:

19.

Valuation in US Commercial Real Estate

European Financial Management, Vol. 13, No. 3, pp. 472-497, June 2007

Number of pages: 26 Posted: 24 May 2007

Eric Ghysels, Alberto Plazzi and Rossen I. Valkanov

University of North Carolina Kenan-Flagler Business School, Swiss Finance Institute and University of California, San Diego (UCSD) - Rady School of Management

Downloads 19 (583,604)

Citation 1

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Abstract:

20.

Direct versus Iterated Multiperiod Volatility Forecasts

Annual Review of Financial Economics, Vol. 11, pp. 173-195, 2019

Posted: 12 Jan 2020

Eric Ghysels, Alberto Plazzi, Rossen I. Valkanov, Antonio Rubia Serrano and Asad Dossani

University of North Carolina Kenan-Flagler Business School, Swiss Finance Institute, University of California, San Diego (UCSD) - Rady School of Management, University of Alicante, Department of Financial Economics and Colorado State University, Fort Collins - College of Business

Abstract:

21.

Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation

Swiss Finance Institute Research Paper No. 11-07, https://doi.org/10.3905/jpm.2011.37.5.039

Posted: 21 May 2019

Alberto Plazzi, Walter N. Torous and Rossen I. Valkanov

Swiss Finance Institute, Massachusetts Institute of Technology and University of California, San Diego (UCSD) - Rady School of Management

Alberto Plazzi

Swiss Finance Institute

Faculty Member

Universita' della Svizzera italiana

Professor of Finance

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Scholarly Papers (21)

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What Constrains Liquidity Provision? Evidence from Hedge Fund Trades

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The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations

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Valuation in US Commercial Real Estate

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